+643.2%
GEV vs EXE
+23.4%
+619.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +8.1% | -1.8% | +9.9% | +8.8% |
| 30D | -1.9% | +6.4% | -8.3% | -4.1% |
| 3M | +4.1% | +9.2% | -5.2% | +0.3% |
| 6M | +23.2% | -7.0% | +30.2% | +26.4% |
| YTD | +48.9% | -9.5% | +58.4% | +53.3% |
| 1Y | +62.2% | +6.2% | +56.0% | +48.0% |
| All | +643.2% | +23.4% | +619.7% | +544.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling